Change layer of multiple objects
Select them all. Without knowing the layout of your scene, it's hard to say what the best way to do this is. 


Manual:

Try pressing ` (the key below Esc, at least on qwerty keyboards) to set all layers visible. Then use Border select (B) or circle select (C) in wireframe mode to select all the shards (you may also want to try hiding (H) any other objects which are in the way, or just deselect them afterwards)
Automated:

If the shards have anything in common, you could try using Select similar (ShiftG). For example, this can be used to select them if they are all part of the same group (rigid bodies are automatically part of a group called rigid body world, so that might help if they are rigid bodies).
Or Select Linked (ShiftL). This will select objects sharing a datablock such as a material or a texture (so you could use this if the shards all have the same texture).

Note that ShiftL and ShiftG only select visible objects, so you may want to set all layers visible first (`).

Press M and click the layer which you want the shards to be on (you can use ShiftLMB to select multiple layers).